Tour v490
VLO
VALERO ENERGY CORP N
$307.68 +0.05%
8/4 15:01

Option Volume

Detail
Current (08/04 3:00pm) 5,611
Calls: 4,142 (74%)
Puts: 1,469 (26%)
Prior (08/03) 4,169
Calls: 1,616 (39%)
Puts: 2,553 (61%)
Current vs Prior +34.59%
Calls: +156.31% (Calls)
Puts: -42.46% (Puts)
Prior 7-Day Total 76,325
Calls: 35,434 (46%)
Puts: 40,891 (54%)
Prior 7-Day Average 10,903
Calls: 5,062 (46%)
Puts: 5,841 (54%)
Current vs Prior 7-Day Avg -48.54%
Calls: -18.17%
Puts: -74.85%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/04 3:00pm) $3.81M
Calls: $3.22M (85%)
Puts: $587.4K (15%)
Prior (08/03) $2.97M
Calls: $1.64M (55%)
Puts: $1.33M (45%)
Current vs Prior +28.13%
Calls: +96.44%
Puts: -55.90%
Prior 7-Day Total $151.55M
Calls: $106.01M (70%)
Puts: $45.54M (30%)
Prior 7-Day Average $21.65M
Calls: $15.14M (70%)
Puts: $6.51M (30%)
Current vs Prior 7-Day Avg -82.42%
Calls: -78.75%
Puts: -90.97%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/04 3:00pm) 0.35
Prior (08/03) 1.58
Current vs Prior -77.55%
Prior 7-Day Average 1.00
Current vs Prior 7-Day Avg -64.51%
Sentiment BULLISH

Open Interest

Detail
Current (08/04 3:00pm) 127,652
Calls: 64,905 (51%)
Puts: 62,747 (49%)
Prior (08/03) 124,715
Calls: 63,791 (51%)
Puts: 60,924 (49%)
Current vs Prior +2.35%
Prior 7-Day Total 895,384
Calls: 464,705 (52%)
Puts: 430,679 (48%)
Prior 7-Day Average 127,912
Calls: 66,386 (52%)
Puts: 61,525 (48%)
Current vs Prior 7-Day Avg -0.20%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 4.37% | 6.74%8.32% | 14.20%
Prior 4.80% | 7.01%8.54% | 14.16%
Current vs Prior -8.86% | -3.76%-2.52% | +0.30%
Prior 7-Day Avg 4.39% | 7.13%9.75% | 14.97%
Current vs 7-Day Avg -0.35% | -5.42%-14.67% | -5.15%
Prior 7-Day Eod 4.80% | 7.01%8.54% | 14.16%
Current vs 7-Day Eod -8.86% | -3.76%-2.52% | +0.30%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 21.09% | 9.16%
Calls: 16.67% | 8.96%
Puts: 25.50% | 9.35%
Prior 12.91% | 10.71%
Calls: 13.33% | 11.65%
Puts: 12.50% | 9.78%
Current vs Prior +63.36% | -14.47%
Prior 7-Day Avg 30.19% | 14.16%
Calls: 28.30% | 14.41%
Puts: 32.09% | 13.91%
Current vs 7-Day Avg -30.14% | -35.33%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($3.22M) vs puts ($587.4K). Extreme bullish P/C ratio of 0.35 - heavy call buying (4,142 calls vs 1,469 puts). P/C ratio dropping 78% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
15:00BULLISHBULLISHBULLISH
14:00BULLISHBULLISHBULLISH
13:00BULLISHBULLISHBULLISH
12:00BULLISHBULLISHBULLISH
11:00BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 49 of results (avg 7.0%, best 3.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Sep 1823.6024.40$24.003.3%380.602.0K
$310.00Sep 1818.6019.30$18.953.7%170.52644
$320.00Sep 1814.4015.10$14.754.7%390.442.3K
$250.00Sep 1859.4062.60$61.005.2%30.921.0K
$250.00Aug 2157.0060.10$58.555.3%--0.9879
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Sep 1819.3020.10$19.704.1%30.48149
$365.00Sep 1157.8060.90$59.355.2%10.86--
$360.00Aug 2151.8054.60$53.205.3%--0.9230
$362.50Aug 1453.6056.60$55.105.4%10.95--
$365.00Aug 755.8059.10$57.455.7%11.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 80 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 746.3049.30$47.806.3%10.992
$255.00Aug 751.3054.30$52.805.7%10.98--
$267.50Aug 738.8041.70$40.257.2%50.98--
$250.00Aug 2157.0060.10$58.555.3%--0.9879
$280.00Aug 726.5029.60$28.0511.1%250.9719
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$357.50Aug 748.6051.60$50.106.0%11.00--
$365.00Aug 755.8059.10$57.455.7%11.00--
$362.50Aug 1453.6056.60$55.105.4%10.95--
$360.00Aug 2151.8054.60$53.205.3%--0.9230
$365.00Sep 1157.8060.90$59.355.2%10.86--

Most actively traded options today. High liquidity = easy entry/exit. 177 active (total vol 2.0K, top 239)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Aug 72.603.40$3.0026.7%2390.32463
$310.00Aug 74.205.30$4.7523.2%710.451.2K
$322.50Aug 71.151.65$1.4035.7%540.1898
$320.00Aug 71.502.10$1.8033.3%530.22354
$335.00Aug 70.200.85$0.53122.6%500.0771
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$295.00Aug 71.201.65$1.4231.7%1550.1887
$280.00Aug 212.453.00$2.7320.1%760.16846
$297.50Aug 71.702.25$1.9827.8%590.23129
$300.00Aug 72.302.95$2.6324.7%570.28363
$290.00Aug 70.650.90$0.7832.1%310.11181

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 52 strikes (avg 31.7%, max 138.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$260.00Aug 7Sep 1883.4%45.0%85.1%81.3K
$360.00Aug 7Sep 1878.7%46.5%69.3%71.1K
$350.00Aug 7Sep 1871.5%46.0%55.4%61.3K
$345.00Aug 7Sep 1166.1%44.6%48.1%1744
$340.00Aug 7Sep 1865.0%46.0%41.3%101.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 7Sep 18108.2%45.4%138.5%21584
$255.00Aug 7Sep 1199.3%45.4%118.9%182
$365.00Aug 7Sep 1188.7%45.2%96.0%2--
$260.00Aug 7Sep 1883.4%45.0%85.1%28317
$265.00Aug 7Aug 2883.3%47.7%74.5%130

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 149 found (best R:R 49.00, avg 4.84)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$360.00$365.00Aug 21$0.12$4.88$0.1240.67$360.12
$340.00$360.00Aug 14$0.93$19.07$0.9320.51$340.93
$335.00$337.50Aug 7$0.15$2.35$0.1515.67$335.15
$355.00$360.00Aug 21$0.33$4.67$0.3314.15$355.33
$325.00$327.50Aug 7$0.17$2.33$0.1713.71$325.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$265.00$260.00Aug 7$0.10$4.90$0.1049.00$264.90
$270.00$265.00Aug 14$0.15$4.85$0.1532.33$269.85
$272.50$270.00Aug 7$0.10$2.40$0.1024.00$272.40
$255.00$250.00Aug 28$0.20$4.80$0.2024.00$254.80
$275.00$270.00Aug 14$0.22$4.78$0.2221.73$274.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 188 found (best R:R 49.00, avg 2.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$267.50$280.00Aug 7$12.20$12.20$0.3040.67$279.70
$265.00$272.50Aug 14$7.25$7.25$0.2529.00$272.25
$250.00$260.00Aug 21$9.65$9.65$0.3527.57$259.65
$250.00$265.00Aug 28$14.15$14.15$0.8516.65$264.15
$260.00$270.00Aug 21$9.40$9.40$0.6015.67$269.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$365.00$357.50Aug 7$7.35$7.35$0.1549.00$357.65
$357.50$325.00Aug 7$31.55$31.55$0.9533.21$325.95
$362.50$330.00Aug 14$30.30$30.30$2.2013.77$332.20
$360.00$325.00Aug 21$30.40$30.40$4.606.61$329.60
$325.00$315.00Aug 7$8.15$8.15$1.854.41$316.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $2.58, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 7Aug 14$0.3278.7%52.9%
$250.00Aug 21Aug 28$0.5550.5%49.6%
$340.00Aug 7Aug 14$1.0065.0%48.2%
$260.00Aug 7Aug 21$1.1083.4%49.4%
$335.00Aug 7Aug 14$1.4561.5%48.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Aug 7Aug 21$0.15108.2%50.5%
$255.00Aug 7Aug 14$0.1799.3%61.5%
$260.00Aug 7Aug 14$0.2883.4%56.8%
$265.00Aug 7Aug 14$0.2883.3%53.8%
$270.00Aug 7Aug 14$0.4871.1%51.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 64 found (cheapest 3.77% of stock, avg 10.33%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$307.50Aug 7$6.00$5.60$11.60$295.90$319.103.77%
$305.00Aug 7$7.35$4.45$11.80$293.20$316.803.84%
$310.00Aug 7$4.75$7.45$12.20$297.80$322.203.97%
$302.50Aug 7$8.85$3.50$12.35$290.15$314.854.01%
$312.50Aug 7$3.90$8.70$12.60$299.90$325.104.10%
$300.00Aug 7$10.65$2.63$13.28$286.72$313.284.32%
$315.00Aug 7$3.00$10.40$13.40$301.60$328.404.36%
$295.00Aug 7$14.35$1.42$15.77$279.23$310.775.13%
$292.50Aug 7$16.35$1.13$17.48$275.02$309.985.68%
$307.50Aug 14$10.05$9.15$19.20$288.30$326.706.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 1.23% of stock, avg 5.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$320.00$297.50Aug 7$1.80$1.98$3.78$293.72$323.78
$317.50$297.50Aug 7$2.33$1.98$4.31$293.19$321.81
$320.00$300.00Aug 7$1.80$2.63$4.43$295.57$324.43
$317.50$300.00Aug 7$2.33$2.63$4.96$295.04$322.46
$315.00$297.50Aug 7$3.00$1.98$4.98$292.52$319.98
$320.00$302.50Aug 7$1.80$3.50$5.30$297.20$325.30
$315.00$300.00Aug 7$3.00$2.63$5.63$294.37$320.63
$317.50$302.50Aug 7$2.33$3.50$5.83$296.67$323.33
$312.50$297.50Aug 7$3.90$1.98$5.88$291.62$318.38
$320.00$305.00Aug 7$1.80$4.45$6.25$298.75$326.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 317 found (best R:R 61.50, avg credit $4.12)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
260/265268/280Aug 7$12.30$0.2061.50$252.70$279.80
250/255260/270Aug 21$9.75$0.2539.00$245.25$269.75
250/255270/275Aug 21$4.80$0.2024.00$250.20$274.80
260/265270/275Aug 21$4.77$0.2320.74$260.23$274.77
295/300305/310Aug 28$4.75$0.2519.00$295.25$309.75
300/305310/315Sep 4$4.75$0.2519.00$300.25$314.75
292/295305/308Aug 14$2.37$0.1318.23$292.63$307.37
295/298300/302Aug 7$2.36$0.1416.86$295.14$302.36
270/272290/292Aug 7$2.35$0.1515.67$270.15$292.35
280/282285/290Aug 7$4.70$0.3015.67$277.80$289.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 101 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$325.00$330.00$335.00Aug 28$0.05$4.9599.00
$350.00$355.00$360.00Aug 21$0.09$4.9154.56
$320.00$322.50$325.00Aug 7$0.05$2.4549.00
$307.50$310.00$312.50Aug 14$0.05$2.4549.00
$300.00$302.50$305.00Aug 21$0.05$2.4549.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$260.00$265.00$270.00Aug 14$0.05$4.9599.00
$255.00$260.00$265.00Aug 14$0.07$4.9370.43
$265.00$270.00$275.00Aug 14$0.07$4.9370.43
$270.00$275.00$280.00Aug 21$0.08$4.9261.50
$295.00$297.50$300.00Aug 21$0.05$2.4549.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 104 found (best net $-0.20, 92 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$350.001:2Aug 28-$0.20$14.80
$350.00$360.001:2Aug 7-$0.06$9.94
$325.00$335.001:2Aug 14-$0.46$9.54
$350.00$360.001:2Aug 28-$0.95$9.05
$350.00$360.001:2Sep 18-$3.40$6.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$250.001:2Sep 18-$0.71$9.29
$285.00$275.001:2Sep 4-$1.21$8.79
$270.00$260.001:2Sep 18-$1.50$8.50
$325.00$315.001:2Aug 7-$2.25$7.75
$280.00$270.001:2Sep 18-$2.55$7.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 58 found (best yield 6.05%, avg 1.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Sep 18$18.600.520.8%6.05%6.80%17644
$310.00Sep 11$15.800.510.8%5.14%5.89%15
$310.00Sep 4$14.500.510.8%4.71%5.47%11
$320.00Sep 18$14.400.444.0%4.68%8.68%392.3K
$310.00Aug 28$13.100.500.8%4.26%5.01%20100
$315.00Sep 4$12.000.462.4%3.90%6.28%11
$310.00Aug 21$11.200.490.8%3.64%4.39%13733
$330.00Sep 18$11.000.367.2%3.58%10.83%281.6K
$320.00Sep 4$10.200.414.0%3.32%7.32%18
$312.50Aug 21$10.100.461.6%3.28%4.85%2163

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 4,142
Total Puts 1,469
Put/Call Ratio 0.35
Net Difference 2,673

Prior's Put/Call Breakdown

Total Calls 1,616
Total Puts 2,553
Put/Call Ratio 1.58
Net Difference -937

Prior 7-Day Put/Call Summary

Total Calls 35,434
Total Puts 40,891
Average Put/Call Ratio 1.00
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All